Impacto de las variables macroeconómicas en el tipo de cambio: una evidencia de Pakistán.

Sobia Naseem; Gao Lei Fu; Muhammad Mohsin; Muhammad Zia-ur-Rehman; Fiza Amjad; Shazia Salamat.

doi:10.46377/dilemas.v29i1.1911

Sobia Naseem Institute for optimization and Decision Analytics, Liaoning Technical University, China
Gao Lei Fu Faculty of Optimization and Decision Analytics, Liaoning Technical University, China.
Muhammad Mohsin College of Business Administration, Liaoning Technical University, Liaoning, China
Muhammad Zia-ur-Rehman Faculty of Management Sciences, National Textile University, Faisalabad, Pakistan.
Fiza Amjad Business School Central South University, China
Shazia Salamat. College of Business Administration, Liaoning Technical University, Liaoning, China

DOI: https://doi.org/10.46377/dilemas.v29i1.1911

Palabras clave: OLS, REXR, variables macroeconómicas, prueba ARCH-LM, prueba blanca

Resumen

El propósito de esta investigación es proporcionar la evidencia sobre la relación entre el tipo de cambio real frente al dólar estadounidense y las variables macroeconómicas en Pakistán. Para examinar esta relación, se utiliza la técnica ordinaria de regresión de mínimos cuadrados. El saldo actual es negativamente significativo al 10%; la inflación y la inversión extranjera directa también son negativamente significativas al 5%, 1%, respectivamente, pero el Producto Interno Bruto per cápita es positivamente significativo al nivel del 5%. La apertura comercial no muestra una relación importante con el tipo de cambio real. Este estudio es útil para los inversores internacionales y también para aumentar las exportaciones de un país.

Citas

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